How do I import a fbx file into blender from command line?
You simply need one operator to import the FBX, and another operator to export the blendfile. Replace the filepath variables with the actual paths you want to use.

# Import FBX
bpy.ops.import_scene.fbx( filepath = yourFBXfilePath )

# Export blend file
bpy.ops.wm.save_mainfile( filepath = yourBlendFilePath )